This paper presents expressions for the variance of the forecast error for arbitrary lead times for both the additive and multiplicative Holt-Winters seasonal forecasting models. It is shown that even when the smoothing constants are chosen to have values between zero and one, when the period is gre
Effect of regressor forecast error on the variance of regression forecasts
โ Scribed by Leonard J. Tashman; Thorodd Bakken; Jeffrey Buzas
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 146 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0277-6693
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